+103.9%
MRK vs CVE
+156.5%
-52.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | 0.0% | +4.6% | -4.6% | -0.1% |
| 30D | +3.5% | -12.0% | +15.5% | +3.9% |
| 3M | +11.2% | -3.8% | +15.0% | +11.2% |
| 6M | +32.5% | -2.7% | +35.2% | +32.4% |
| YTD | +42.5% | +73.6% | -31.1% | +38.5% |
| 1Y | +65.4% | +62.0% | +3.4% | +61.2% |
| 3Y | +58.8% | +72.7% | -13.9% | +52.5% |
| 5Y | +103.9% | +153.9% | -50.1% | +87.3% |
| All | +103.9% | +156.5% | -52.7% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling